| 期刊論文| 1. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics，7(3)，229-263。   | | 2. | Jarrow, R.、Carr, P.、Myneni, R.(1992)。Alternative Characterizations of American Put Options。Mathematical Finance，2(2)，87-106。 | | 3. | Jacka, S.(1991)。Optimal Stopping and the American Put。Mathematical Finance，1，1-14。 | | 4. | Kim, I.(1990)。The Analytic Valuation of American Options。The Review of Financial Studies，3，547-572。 | | 5. | Kim, In Joon、Byoon, Suk Joon(1994)。Optimal Exercise Boundary in a Binomial Option Pricing Model。The Journal of Financial Engineering，3(2)，137-158。 | | 6. | McKean, H.(1965)。Appendix: Free Boundary Problem for the Heat Equation Arising from a Problem of Mathematical Economics。Industrial Management Review，6，32-39。 | 圖書| 1. | Cox, J.、Rubinstein, M.(1985)。Options Markets。Options Markets。Englewood Cliffs, NJ：Prentice-Hall, Inc.。 | |